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NVLIX vs. USA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NVLIXUSA
YTD Return14.66%12.36%
1Y Return38.70%23.82%
3Y Return (Ann)12.06%4.18%
5Y Return (Ann)17.54%12.84%
10Y Return (Ann)15.83%12.37%
Sharpe Ratio2.231.68
Daily Std Dev18.53%15.03%
Max Drawdown-39.57%-69.38%
Current Drawdown-0.70%-2.29%

Correlation

-0.50.00.51.00.7

The correlation between NVLIX and USA is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

NVLIX vs. USA - Performance Comparison

In the year-to-date period, NVLIX achieves a 14.66% return, which is significantly higher than USA's 12.36% return. Over the past 10 years, NVLIX has outperformed USA with an annualized return of 15.83%, while USA has yielded a comparatively lower 12.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%600.00%700.00%800.00%900.00%December2024FebruaryMarchAprilMay
882.34%
648.40%
NVLIX
USA

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Nuveen Winslow Large-Cap Growth ESG Fund Class I

Liberty All-Star Equity Fund

Risk-Adjusted Performance

NVLIX vs. USA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and Liberty All-Star Equity Fund (USA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


NVLIX
Sharpe ratio
The chart of Sharpe ratio for NVLIX, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for NVLIX, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.0012.003.10
Omega ratio
The chart of Omega ratio for NVLIX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.40
Calmar ratio
The chart of Calmar ratio for NVLIX, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.0012.001.75
Martin ratio
The chart of Martin ratio for NVLIX, currently valued at 11.77, compared to the broader market0.0020.0040.0060.0080.0011.77
USA
Sharpe ratio
The chart of Sharpe ratio for USA, currently valued at 1.68, compared to the broader market-1.000.001.002.003.004.001.68
Sortino ratio
The chart of Sortino ratio for USA, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.0012.002.47
Omega ratio
The chart of Omega ratio for USA, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.29
Calmar ratio
The chart of Calmar ratio for USA, currently valued at 1.02, compared to the broader market0.002.004.006.008.0010.0012.001.02
Martin ratio
The chart of Martin ratio for USA, currently valued at 3.68, compared to the broader market0.0020.0040.0060.0080.003.68

NVLIX vs. USA - Sharpe Ratio Comparison

The current NVLIX Sharpe Ratio is 2.23, which is higher than the USA Sharpe Ratio of 1.68. The chart below compares the 12-month rolling Sharpe Ratio of NVLIX and USA.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.23
1.68
NVLIX
USA

Dividends

NVLIX vs. USA - Dividend Comparison

NVLIX's dividend yield for the trailing twelve months is around 4.70%, less than USA's 9.71% yield.


TTM20232022202120202019201820172016201520142013
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
4.70%5.39%8.93%9.51%5.47%8.69%18.81%18.70%17.11%15.18%10.50%5.22%
USA
Liberty All-Star Equity Fund
9.71%9.56%12.11%9.67%9.26%9.88%12.81%9.01%9.43%9.66%6.61%5.90%

Drawdowns

NVLIX vs. USA - Drawdown Comparison

The maximum NVLIX drawdown since its inception was -39.57%, smaller than the maximum USA drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for NVLIX and USA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-0.70%
-2.29%
NVLIX
USA

Volatility

NVLIX vs. USA - Volatility Comparison

Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a higher volatility of 5.40% compared to Liberty All-Star Equity Fund (USA) at 4.12%. This indicates that NVLIX's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
5.40%
4.12%
NVLIX
USA